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Education and qualifications (3)

City, University of London: London, GB

2009-02-01 to 2012-11-28 | PhD (Finance)
Education
Source: Self-asserted source
Alexios Galanos

Northwestern University: Evanston, US

2003-08 to 2005-08 | MBA (Kellogg Graduate School of Management)
Education
Source: Self-asserted source
Alexios Galanos

London School of Economics: London, GB

1995 to 1998 | BSc (Economics)
Education
Source: Self-asserted source
Alexios Galanos

Works (12)

tsmarch: Multivariate ARCH Models

CRAN: Contributed Packages
2024-11-18 | Software | Author
DOI: 10.32614/cran.package.tsmarch
Contributors: Alexios Galanos
Source: Self-asserted source
Alexios Galanos

RcppBessel: Bessel Functions Rcpp Interface

CRAN: Contributed Packages
2024-08-27 | Software | Author
DOI: 10.32614/cran.package.rcppbessel
Contributors: Alexios Galanos; Martin Mächler; Donald E. Amos
Source: Self-asserted source
Alexios Galanos

tstests: Time Series Goodness of Fit and Forecast Evaluation Tests

CRAN: Contributed Packages
2024-05-15 | Software
DOI: 10.32614/cran.package.tstests
Contributors: Alexios Galanos
Source: Self-asserted source
Alexios Galanos

tsgarch: Univariate GARCH Models

CRAN: Contributed Packages
2024-04-24 | Software
DOI: 10.32614/cran.package.tsgarch
Contributors: Alexios Galanos
Source: Self-asserted source
Alexios Galanos

tsdistributions: Location Scale Standardized Distributions

CRAN: Contributed Packages
2024-03-17 | Software
DOI: 10.32614/cran.package.tsdistributions
Contributors: Alexios Galanos
Source: Self-asserted source
Alexios Galanos

tspydistributions: Location Scale Standardized Distributions in Python

2024-01-09 | Software | Software
Contributors: Alexios Galanos
Source: Self-asserted source
Alexios Galanos

Multivariate GARCH models for large-scale applications: A survey

Handbook of Statistics
2019 | Book chapter
DOI: 10.1016/bs.host.2019.01.001
Part of ISSN: 0169-7161
Contributors: Kris Boudt; Scott Payseur; Eric Zivot; Alexios Galanos
Source: Self-asserted source
Alexios Galanos

Independent Factor Autoregressive Conditional Density Model

Econometric Reviews
2015-05-28 | Journal article
DOI: 10.1080/07474938.2013.808561
Part of ISSN: 0747-4938
Part of ISSN: 1532-4168
Contributors: Eduardo Rossi; Giovanni Urga; Alexios Galanos
Source: Self-asserted source
Alexios Galanos

rmgarch: Multivariate GARCH Models

CRAN: Contributed Packages
2013-04-10 | Software
DOI: 10.32614/cran.package.rmgarch
Contributors: Alexios Galanos <alexios@4dscape.com>
Source: Self-asserted source
Alexios Galanos

parma: Portfolio Allocation and Risk Management Applications

CRAN: Contributed Packages
2013-01-09 | Software
DOI: 10.32614/cran.package.parma
Contributors: Alexios Galanos
Source: Self-asserted source
Alexios Galanos

rugarch: Univariate GARCH Models

CRAN: Contributed Packages
2011-09-04 | Software
DOI: 10.32614/cran.package.rugarch
Contributors: Alexios Galanos
Source: Self-asserted source
Alexios Galanos

Rsolnp: General Non-Linear Optimization

CRAN: Contributed Packages
2010-03-05 | Software
DOI: 10.32614/cran.package.rsolnp
Contributors: Alexios Galanos; Stefan Theussl
Source: Self-asserted source
Alexios Galanos
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